+79.4%
CIFR vs OWL
+38.2%
+41.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.7% |
| 7D | +16.9% | -2.2% | +19.2% | +19.3% |
| 30D | -5.2% | +3.7% | -8.9% | -9.3% |
| 3M | -30.6% | +17.5% | -48.1% | -40.7% |
| 6M | +10.6% | +18.5% | -7.9% | -7.7% |
| YTD | +20.2% | -16.3% | +36.5% | +34.0% |
| 1Y | +139.7% | -29.7% | +169.5% | +207.7% |
| 3Y | +489.4% | +14.2% | +475.2% | +509.3% |
| 5Y | +54.4% | +2.5% | +51.9% | +60.8% |
| All | +79.4% | +38.2% | +41.2% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling